Good Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
CAT Caterpillar Inc.	Industrials	5%
CRS Carpenter Technology Corporation	Industrials	8.10%
CSCO Cisco Systems, Inc.	Technology	5%
CTAS Cintas Corporation	Industrials	7.59%
GOOG Alphabet Inc	Communication Services	8%
JPM JPMorgan Chase & Co.	Financial Services	10%
KR The Kroger Co.	Consumer Defensive	5.25%
MA Mastercard Inc	Financial Services	10%
MPC Marathon Petroleum Corporation	Energy	6%
MSFT Microsoft Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	5%
STLD Steel Dynamics, Inc.	Basic Materials	4.90%
WM Waste Management, Inc.	Industrials	10.16%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Good Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 4, 2026, the Good Portfolio returned 2.55% Year-To-Date and 27.66% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Good Portfolio	0.32%	-2.37%	2.55%	7.69%	49.10%	33.74%	26.52%	27.66%
Portfolio components:
KR The Kroger Co.	2.57%	1.09%	16.38%	10.26%	9.90%	15.67%	17.48%	8.84%
WM Waste Management, Inc.	1.91%	-3.96%	7.58%	7.97%	6.12%	14.58%	14.51%	17.02%
CRS Carpenter Technology Corporation	-3.17%	-0.88%	24.42%	58.39%	159.04%	107.80%	58.91%	30.03%
MSFT Microsoft Corporation	1.11%	-9.06%	-22.60%	-27.51%	4.58%	10.00%	9.94%	22.58%
GOOG Alphabet Inc	-0.15%	-2.07%	-6.10%	19.64%	100.00%	41.44%	22.67%	23.06%
CAT Caterpillar Inc.	-1.79%	1.58%	25.49%	44.82%	152.39%	48.52%	27.57%	28.19%
JPM JPMorgan Chase & Co.	-0.26%	0.36%	-8.16%	-4.08%	42.10%	34.44%	16.83%	20.51%
MA Mastercard Inc	0.36%	-5.95%	-13.44%	-14.75%	1.33%	11.07%	6.92%	18.61%
CSCO Cisco Systems, Inc.	1.95%	-0.70%	3.69%	17.60%	48.22%	18.25%	12.05%	14.28%
MPC Marathon Petroleum Corporation	1.50%	11.21%	49.38%	26.42%	103.94%	23.87%	37.45%	24.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Good Portfolio's average daily return is +0.10%, while the average monthly return is +1.99%. At this rate, your investment would double in approximately 2.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Good Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.43%	3.57%	-2.26%	0.87%									2.55%
2025	5.48%	1.09%	-5.34%	1.19%	8.78%	5.51%	2.29%	0.99%	3.71%	4.02%	2.19%	-0.75%	32.49%
2024	2.83%	6.49%	7.56%	-2.26%	6.65%	2.19%	4.07%	1.50%	2.16%	0.04%	8.72%	-5.48%	39.19%
2023	9.25%	-0.30%	5.26%	2.14%	0.50%	8.45%	3.67%	1.01%	-2.33%	-1.05%	8.08%	4.18%	45.44%
2022	-4.58%	2.28%	7.58%	-7.19%	0.23%	-11.45%	10.43%	-2.12%	-9.22%	12.27%	8.81%	-6.06%	-2.61%
2021	-0.46%	9.57%	5.38%	4.67%	4.52%	1.18%	2.38%	3.13%	-4.67%	7.13%	-1.37%	4.44%	41.31%

Benchmark Metrics

Good Portfolio has an annualized alpha of 12.14%, beta of 1.08, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 150.85% of S&P 500 Index gains but only 88.73% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 12.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.08 and R² of 0.89, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 12.14%

Beta: 1.08

R²: 0.89

Upside Capture: 150.85%

Downside Capture: 88.73%

Expense Ratio

Good Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Good Portfolio ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.86	0.88	+0.98
Sortino ratio Return per unit of downside risk	2.65	1.37	+1.28
Omega ratio Gain probability vs. loss probability	1.41	1.21	+0.21
Calmar ratio Return relative to maximum drawdown	2.81	1.39	+1.42
Martin ratio Return relative to average drawdown	15.69	6.43	+9.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
KR The Kroger Co.	49	0.35	0.74	1.08	0.43	0.93
WM Waste Management, Inc.	39	0.10	0.26	1.03	0.12	0.29
CRS Carpenter Technology Corporation	91	2.15	2.89	1.39	5.98	13.90
MSFT Microsoft Corporation	34	-0.06	0.11	1.01	-0.05	-0.12
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
JPM JPMorgan Chase & Co.	66	0.89	1.28	1.18	1.51	4.05
MA Mastercard Inc	20	-0.39	-0.38	0.95	-0.50	-1.21
CSCO Cisco Systems, Inc.	74	1.13	1.55	1.24	2.33	5.93
MPC Marathon Petroleum Corporation	86	1.90	2.37	1.35	3.45	9.34

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Good Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.86
5-Year: 1.49
10-Year: 1.35
All Time: 1.25

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Good Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Good Portfolio provided a 0.99% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.99%	1.04%	1.15%	1.26%	1.48%	1.41%	1.80%	1.58%	1.75%	1.46%	1.76%	1.98%
Portfolio components:
KR The Kroger Co.	1.89%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%
WM Waste Management, Inc.	1.45%	1.50%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%
CRS Carpenter Technology Corporation	0.20%	0.25%	0.47%	1.13%	2.17%	2.74%	2.75%	1.61%	2.13%	1.41%	1.99%	2.38%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
JPM JPMorgan Chase & Co.	1.49%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
CSCO Cisco Systems, Inc.	2.09%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
MPC Marathon Petroleum Corporation	1.58%	2.29%	2.43%	2.07%	2.14%	3.63%	5.61%	3.52%	3.12%	2.30%	2.70%	2.20%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Good Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Good Portfolio was 36.63%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Good Portfolio drawdown is 3.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.63%	Feb 20, 2020	23	Mar 23, 2020	107	Aug 24, 2020	130
-24.42%	Oct 4, 2018	56	Dec 24, 2018	137	Jul 12, 2019	193
-20.11%	Mar 31, 2022	127	Sep 30, 2022	80	Jan 26, 2023	207
-17.75%	Feb 20, 2025	34	Apr 8, 2025	25	May 14, 2025	59
-15.57%	Dec 2, 2015	49	Feb 11, 2016	42	Apr 13, 2016	91

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 12.85, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	KR	WM	MPC	STLD	NVDA	CRS	AAPL	GOOG	CAT	JPM	CTAS	CSCO	MSFT	MA	Portfolio
Benchmark	1.00	0.20	0.45	0.44	0.50	0.63	0.54	0.67	0.69	0.62	0.64	0.66	0.67	0.73	0.68	0.91
KR	0.20	1.00	0.24	0.14	0.14	0.05	0.12	0.10	0.07	0.13	0.16	0.18	0.21	0.11	0.12	0.24
WM	0.45	0.24	1.00	0.22	0.20	0.16	0.21	0.26	0.23	0.28	0.31	0.52	0.37	0.32	0.40	0.46
MPC	0.44	0.14	0.22	1.00	0.41	0.24	0.40	0.25	0.27	0.46	0.45	0.30	0.32	0.24	0.32	0.56
STLD	0.50	0.14	0.20	0.41	1.00	0.30	0.58	0.28	0.29	0.53	0.47	0.36	0.35	0.26	0.33	0.62
NVDA	0.63	0.05	0.16	0.24	0.30	1.00	0.32	0.49	0.51	0.33	0.32	0.38	0.43	0.58	0.42	0.61
CRS	0.54	0.12	0.21	0.40	0.58	0.32	1.00	0.30	0.31	0.55	0.48	0.35	0.38	0.29	0.34	0.68
AAPL	0.67	0.10	0.26	0.25	0.28	0.49	0.30	1.00	0.55	0.35	0.35	0.43	0.47	0.58	0.48	0.61
GOOG	0.69	0.07	0.23	0.27	0.29	0.51	0.31	0.55	1.00	0.35	0.37	0.42	0.46	0.65	0.51	0.65
CAT	0.62	0.13	0.28	0.46	0.53	0.33	0.55	0.35	0.35	1.00	0.57	0.41	0.45	0.34	0.42	0.67
JPM	0.64	0.16	0.31	0.45	0.47	0.32	0.48	0.35	0.37	0.57	1.00	0.45	0.46	0.36	0.48	0.69
CTAS	0.66	0.18	0.52	0.30	0.36	0.38	0.35	0.43	0.42	0.41	0.45	1.00	0.47	0.49	0.56	0.66
CSCO	0.67	0.21	0.37	0.32	0.35	0.43	0.38	0.47	0.46	0.45	0.46	0.47	1.00	0.52	0.50	0.66
MSFT	0.73	0.11	0.32	0.24	0.26	0.58	0.29	0.58	0.65	0.34	0.36	0.49	0.52	1.00	0.56	0.68
MA	0.68	0.12	0.40	0.32	0.33	0.42	0.34	0.48	0.51	0.42	0.48	0.56	0.50	0.56	1.00	0.69
Portfolio	0.91	0.24	0.46	0.56	0.62	0.61	0.68	0.61	0.65	0.67	0.69	0.66	0.66	0.68	0.69	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Good Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table